OPEN SOURCE MODEL

Access Open Source version of 10 day and 1 day ISDA SIMM™ models

Acadia maintains an open source version of the 10 day and 1 day ISDA SIMM Models on Github.  Click here to access Github.  Use of the model is free.  Acadia ensures that it’s always up-to-date and it passes the ISDA unit test.  However, to use the ISDA SIMM model you must still license it from ISDA.  Click here to access the licensing form from ISDA.